Answers to some of the following might help the team respond:
Which version of DevTest?
Which version of MQ?
Can you describe a little about what the virtual service does.
For example, is the request reply sequence 1 to 1 or 1 to many?
For a request, are you writing to multiple response queues?
Are you using queues, reply to queues, etc.?
Are these long running services where the replies have long wait / think times? (i.e., response think is 5 minutes)
What is the scope of your connection and queue assets (Model, Global, Step, etc.)?
Are you stopping the MQ service or just stopping the VSE?
If logging is in INFO mode, open / tail the VSE.log file.
If you shut the VSE down, look for the time slice of the message showing your VSE shutting down:
2017-03-13 13:58:24,978Z (09:58) [LISA Environment Shutdown Hook : com.itko.lisa.coordinator.VirtualServiceEnvironmentImpl$1@4d2a1da3] INFO com.itko.lisa.net.ServerRequestHandler - Scheduling removal of tcp://<yourVSEServer>:2013/VSE
2017-03-13 13:58:24,978Z (09:58) [LISA Environment Shutdown Hook : com.itko.lisa.coordinator.VirtualServiceEnvironmentImpl$1@4d2a1da3] INFO com.itko.lisa.net.ServerRequestHandler - removed tcp://<yourVSEServer>:2013/VSE
2017-03-13 13:58:24,978Z (09:58) [Thread-7] INFO com.itko.lisa.net.ActiveMQFactory - Closing AMQ connections
Maybe more interesting... Do you have any log output after the above VSE messages? You should not in the majority of situations.
If you only shut your service down, look for these types of displays in the vse.log:
2017-03-14 12:41:21,257Z (08:41) [ServiceName [VS_YourService_Run]/1] INFO com.itko.lisa.simulator.SimulatorImpl - Instance (vuser) is finishing up....
2017-03-14 12:41:21,257Z (08:41) [ServiceName [VS_YourService_Run]/1] INFO com.itko.lisa.simulator.SimulatorImpl - Instance (vuser) all done.... running instances: 0 stopping instances: 0
2017-03-14 12:41:21,262Z (08:41) [ServerRequestResponder 2] INFO com.itko.lisa.simulator.SimulatorImpl - Done modifying instances, running: 0 stopping:0
:
2017-03-14 12:41:21,264Z (08:41) [ServerRequestResponder 2] INFO com.itko.lisa.simulator.SimulatorImpl - Done modifying instances, running: 0 stopping:0
:
2017-03-14 12:41:21,267Z (08:41) [ServerRequestResponder 2] INFO com.itko.lisa.net.ServerRequestHandler - Scheduling removal of tcp://<yourServer>:2013/VS_YourService
2017-03-14 12:41:21,267Z (08:41) [ServerRequestResponder 2] INFO com.itko.lisa.net.ServerRequestHandler - removed tcp://<yourServer>:2013/VS_YourService
Then, look at your vse_matches.log. Do you see any output going to the MQs after the VSE shutdown time slice?
-- I do not have an example of an MQ message going on the wire.